UnderlyingStreamCalculationPeriodDates is a subcomponent of the UnderlyingStreamGrp component used to specify the calculation period dates of the stream.
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| 41957 | XID | |||
| 41958 | XIDREF | |||
| 40556 | Int Enum | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's calculation period dates | ||
| Component | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's calculation period dates | |||
| Component | ||||
| 40558 | LocalMktDate | |||
| 40559 | Int Enum | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's calculation period dates | ||
| Component | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's calculation period dates | |||
| 40561 | LocalMktDate | |||
| 40562 | LocalMktDate | |||
| 40563 | LocalMktDate | |||
| 40564 | LocalMktDate | |||
| 40565 | Int | Conditionally required when UnderlyingStreamCalculationFrequencyUnit(40566) is specified | ||
| 40566 | String Enum | Conditionally required when UnderlyingStreamCalculationFrequencyPeriod(40565) is specified | ||
| 40567 | String Enum | When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates | ||
| 41959 | Boolean | |||
| 41960 | Int | Conditionally required when UnderlyingStreamCalculationCorrectionUnit(41961) is specified | ||
| 41961 | String Enum | Conditionally required when UnderlyingStreamCalculationCorrectionPeriod(41960) is specified |